Soc. Generale Call 90 ILMN 20.09.2024
/ DE000SU18Y22
Soc. Generale Call 90 ILMN 20.09..../ DE000SU18Y22 /
| 2024-07-26 9:42:57 PM |
Chg.+0.300 |
Bid8:03:22 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.350EUR |
+9.84% |
3.180
Bid Size: 4,000 |
-
Ask Size: - |
Illumina Inc |
90.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SU18Y2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.86 |
| Intrinsic value: |
2.80 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.38 |
| Parity: |
2.80 |
| Time value: |
0.44 |
| Break-even: |
115.31 |
| Moneyness: |
1.34 |
| Premium: |
0.04 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
-0.05 |
| Spread %: |
-1.52% |
| Delta: |
0.84 |
| Theta: |
-0.09 |
| Omega: |
2.88 |
| Rho: |
0.09 |
Quote data
| Open: |
2.910 |
| High: |
3.490 |
| Low: |
2.910 |
| Previous Close: |
3.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.37% |
| 1 Month |
|
|
+65.02% |
| 3 Months |
|
|
-10.90% |
| YTD |
|
|
-40.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.350 |
2.910 |
| 1M High / 1M Low: |
3.670 |
1.990 |
| 6M High / 6M Low: |
6.000 |
1.760 |
| High (YTD): |
2024-01-30 |
6.000 |
| Low (YTD): |
2024-05-30 |
1.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.740 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.626 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.97% |
| Volatility 6M: |
|
124.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
